I really cant figure out how to name sprites.

say [help me!] for (2) secs

In the sprites pane underneath the Stage, the sprite that is selected will have a blue “i” on its icon. Click that to open up settings, and from there you can name the sprite.

To name the sprite, you do as turkey3_test says.
To make it more clear, find the place where the name is and just delete that and type in the name you want.

Here's a guide with images, to be extra clear.

To begin, click the “i” button at the top-left of the sprite.

Then, click the text with the current name of the sprite (usually like “sprite1”), and type. To exit this, click the arrow button at the top-left.